log using "\\file\UsersW$\wrr15\Home\My Documents\My Files\D'HAULTFOEUILLE Files\DATAVERSE FILES\TABLE4.smcl", replace

set matsize 10000

use "\\file\UsersW$\wrr15\Home\My Documents\My Files\D'HAULTFOEUILLE Files\DATAVERSE FILES\GentzkowData.dta", clear

// Computing weights attached to FD regression
set seed 1
twowayfeweights changeprestout cnty90 year changedailies numdailies, type(fdTR) controls(styr1-styr666) test_random_weights(year) breps(100) brepscluster(cnty90)

// Computing weights attached to FE regression
set seed 1
twowayfeweights prestout cnty90 year numdailies , type(feTR) controls(styr1-styr666) breps(100) test_random_weights(year) brepscluster(cnty90)

log close
